On an algorithm to adapt spline approximations to the presence of discontinuities

Numerical Algorithms - Interpolatory splines are usually useful to reconstruct data that present certain regularity. This paper is devoted to the construction and analysis of a new technique that...     

Integration of combinatorial decompositions in the presence of collinearities

Many results in Combinatorial Integral Geometry are derived by integration of the combinatorial decompositions associated with finite point sets {P _i } given in the plane ?². However, most previous cases of integration of the decompositions in question were carried out for the point sets {P _i } containing no triads of collinear points, where the familiar algorithm sometimes called the “Four indicator formula” can be used. The present paper is to demonstrate that the complete combinatorial algorithm valid for sets {P _i } not subject to the mentioned restriction opens the path to various results, including the field of Stochastic Geometry. In the paper the complete algorithm is applied first in an integration procedure in a study of the perforated convex domains, i.e convex domains containing a finite array of non-overlapping convex holes. The second application is in the study of random colorings of the plane that are Euclidean motions invariant in distribution, basing on the theory of random polygonal windows from the so-called Independent Angles (IA) class. The method is a direct averaging of the complete combinatorial decompositions written for colorings observed in polygonal windows from the IA class. The approach seems to be quite general, but promises to be especially effective for the random coloring generated by random Poisson polygon process governed by the Haar measure on the group of Euclidean motions of the plane, assuming that a point P ∈ ?² is colored J if P is covered by exactly J polygons of the Poisson process. A general theorem clearing the way for Laplace transform treatment of the random colorings induced on line segments is formulated.     

Sensitivity analysis via simulation in the presence of discontinuities

In this paper we address the problem of estimating the mean derivative when the entity containing the parameter has jumps. The methods considered are finite differences, infinitesimal perturbation analysis and the likelihood ratio score function. We calculate the difference between the differentiated mean and the mean derivative. In case of finite differences, we compute the stepsize in the simulation that asymptotically minimizes the mean square error. We also show that the two latter methods, infinitesimal perturbation analysis and likelihood ratio score function, are mathematically equivalent.     

Nonlinear wavelet thresholding: A recursive method to determine the optimal denoising threshold

Nonlinear thresholding of wavelet coefficients is an efficient method for denoising signals with isolated singularities. The quasi-optimal value of the threshold depends on the sample size and on the variance of the noise, which is in many situations unknown. We present a recursive algorithm to estimate the variance of the noise, prove its convergence and investigate its mathematical properties. We show that the limit threshold depends on the probability density function (PDF) of the noisy signal and that it is equal to the theoretical threshold provided that the wavelet representation of the signal is sufficiently sparse. Numerical tests confirm these results and show the competitiveness of the algorithm compared to the median absolute deviation method (MAD) in terms of computational cost for strongly noised signals.     

Nonlinear multiscale decompositions: The approach of A. Harten

Datadependent interpolatory techniques can be used in the reconstruction step of a multiresolution scheme designed à la Harten. In this paper we carefully analyze the class of Essentially NonOscillatory (ENO) interpolatory techniques described in [11] and their potential to improve the compression capabilities of multiresolution schemes. When dealing with nonlinear multiresolution schemes the issue of stability also needs to be carefully considered.     

Nonlinear programming methods in the presence of noise

The problem of minimizing a nonlinear function with nonlinear constraints when the values of the objective, the constraints and their gradients have errors, is studied. This noise may be due to the stochastic nature of the problem or to numerical error.Various previously proposed methods are reviewed. Generally, the minimization algorithms involve methods of subgradient optimization, with the constraints introduced through penalty, Lagrange, or extended Lagrange functions. Probabilistic convergence theorems are obtained. Finally, an algorithm to solve the general convex (nondifferentiable) programming problem with noise is proposed.Originally written for presentation at the 1976 Budapest Symposium on Mathematical Programming.     

Application of existence theorems to asymptotic decompositions

By using a nonlinear boundary-value problem for a second-order hyperbolic equation as an example, we justify a new approach to the application of the Krylov —Bogolyubov —Mitropol'skii asymptotic methods. For certain linear problems, we present compatibility conditions and relations that enable one to construct the exact solutions of these problems.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 468–470, April, 1994.     

Heat extensions,optimal atomic decompositions and Sobolev embeddings in presence of symmetries on manifolds

Our purpose is twofold. We give the heat semi-group characterization of spaces of Besov and Triebel-Lizorkin types defined on Riemannian manifolds of bounded geometry. Moreover we study boundedness and compactness of Sobolev embeddings of the spaces in presence of symmetries. To make it possible we first construct an optimal atomic decomposition for the above function spaces. Received: 4 October 2001; in final form: 13 March 2002 / Published online: 24 February 2003     

Nonlinear hydrodynamic models of traffic flow in the presence of tollgates

A nonlinear hydrodynamic model of traffic flow is here proposed in order to refine the modeling of driver's behaviour. This model is able to describe the car density and flow evolution in the presence of tollgates too. In any case, the associate evolution problem is a classical Dirichlet problem related to the flow measurement. Numerical simulations related to the solution of initial-boundary value problems are obtained by employing a scientific program written by the software Mathematica.     

Applications of Bruhat decompositions to complex hyperbolic geometry

The double coset space AΛ (n, ℂ) / U (n − 1, 1) is studied, where A consists of the diagonal matrices in GL (n, ℂ). This space naturally arises in the harmonic analysis on the hermitian symmetric space GL (n, ℂ) / U (n − 1, 1). It is shown here that these double cosets also represent a class of basic invariants related to complex hyperbolic geometry. An algebraic parametrization for the double cosets is given and it is shown how this may be used to conveniently compute the geometric invariants.     

On the frame bundle adapted to a submanifold

Let M be a submanifold of a Riemannian manifold . M induces a subbundle of adapted frames over M of the bundle of orthonormal frames . The Riemannian metric g induces a natural metric on . We study the geometry of a submanifold in . We characterize the horizontal distribution of and state its correspondence with the horizontal lift in induced by the Levi–Civita connection on N. In the case of extrinsic geometry, we show that minimality is equivalent to harmonicity of the Gauss map of the submanifold M with a deformed Riemannian metric. In the case of intrinsic geometry we compute the curvatures and compare this geometry with the geometry of M.     

A difference scheme with anti-diffusion terms to improve the computation of contact discontinuities and the study of weak discontinuities in compressible flow

The investigation of Mach reflection formed after the impingement of a weak plane shock wave on a wedge with shock Mach number M_s near 1, is still an open problem[12]. It's difficult for shock tube experiments with interferometer to detect contact discontinuities if it is too weak; also difficult to catch with due accuracy the transition condition between Mach reflection and regular reflection. The interest to this phenomenon is continuing, especially for weak shocks, because there was systematic discrepancy between simplified three shock theory of von Neumann [8] and shock tube results [15] which was named by G. Birkhoff as “von Neumann Paradox on three shock theory” [18].In 1972, K.O.Friedrichs called for more computational efforts on this problem. Recently it is known that for weak impinging shocks it's still difficult to get contact discontinuities and curved Mach stem with satisfactory accuracy. Recent numerical computation sometimes even fails to show reflected shock wave[6]. These explain why von Neumann paradox of the three shock theory in case of weak discontinuities is still a problem of interesting [9,12,14]. In this paper, on one hand, we investigate the numerical methods for Euler's equation for compressible inviscid flow, aiming at improving the computation of contact discontinuities, on the other hand, a methodology is suggested to correctly plot flow data from the massive information in storage. On this basis, all the reflected shock wave , contact discontinuities and the curved Mach stem are determined. We get Mach reflection under the condition when over-simplified shock theory predicts no such configuration[5].     

Biorthogonal decompositions of the Radon transform

Summary. The concept of singular value decompositions is a valuable tool in the examination of ill-posed inverse problems such as the inversion of the Radon transform. A singular value decomposition depends on the determination of suitable orthogonal systems of eigenfunctions of the operators , . In this paper we consider a new approach which generalizes this concept. By application of biorthogonal instead of orthogonal functions we are able to apply a larger class of function sets in order to account for the structure of the eigenfunction spaces. Although it is preferable to use eigenfunctions it is still possible to consider biorthogonal function systems which are not eigenfunctions of the operator. With respect to the Radon transform for functions with support in the unit ball we apply the system of Appell polynomials which is a natural generalization of the univariate system of Gegenbauer (ultraspherical) polynomials to the multivariate case. The corresponding biorthogonal decompositions show some advantages in comparison with the known singular value decompositions. Vice versa by application of our decompositions we are able to prove new properties of the Appell polynomials. Received October 19, 1993     

On the spectrums of frame multiresolution analyses

We first give conditions for a univariate square integrable function to be a scaling function of a frame multiresolution analysis (FMRA) by generalizing the corresponding conditions for a scaling function of a multiresolution analysis (MRA). We also characterize the spectrum of the ‘central space’ of an FMRA, and then give a new condition for an FMRA to admit a single frame wavelet solely in terms of the spectrum of the central space of an FMRA. This improves the results previously obtained by Benedetto and Treiber and by some of the authors. Our methods and results are applied to the problem of the ‘containments’ of FMRAs in MRAs. We first prove that an FMRA is always contained in an MRA, and then we characterize those MRAs that contain ‘genuine’ FMRAs in terms of the unique low-pass filters of the MRAs and the spectrums of the central spaces of the FMRAs to be contained. This characterization shows, in particular, that if the low-pass filter of an MRA is almost everywhere zero-free, as is the case of the MRAs of Daubechies, then the MRA contains no FMRAs other than itself.     

Nonlinear dynamics and solitons in the presence of rapidly varying periodic perturbations

Problems of nonlinear dynamics and soliton propagation in the presence of rapidly varying periodic perturbations are considered applying a rigorous analytical approach based on asymptotic expansions. The method we develop allows derivation of an effective nonlinear equation for the slowly varying field component in any order of the asymptotic procedure as expansions in the parameter ω⁻¹, ω being the frequency of the rapidly varying (direct or parametric) driving force. The general approach is demonstrated on several examples of different physical nature, including chaos suppression in the parametrically driven Duffing oscillator, dynamics of the sine-Gordon kinks in the presence of rapidly varying direct or parametric driving force, propagation of envelope (nonlinear Schrödinger) solitons in optical fibres with periodic amplification, stability of solitons on rapidly varying spatial periodic potential, and so on.     

On spectral decompositions of solutions to discrete Lyapunov equations

A new approach to solving discrete Lyapunov matrix algebraic equations is based on methods for spectral decomposition of their solutions. Assuming that all eigenvalues of the matrices on the left-hand side of the equation lie inside the unit disk, it is shown that the matrix of the solution to the equation can be calculated as a finite sum of matrix bilinear quadratic forms made up by products of Faddeev matrices obtained by decomposing the resolvents of the matrices of the Lyapunov equation. For a linear autonomous stochastic discrete dynamic system, analytical expressions are obtained for the decomposition of the asymptotic variance matrix of system’s states.     

Generalized filters, the low-pass condition, and connections to multiresolution analyses

We study generalized filters that are associated to multiplicity functions and homomorphisms of the dual of an abelian group. These notions are based on the structure of generalized multiresolution analyses. We investigate when the Ruelle operator corresponding to such a filter is a pure isometry, and then use that characterization to study the problem of when a collection of closed subspaces, which satisfies all the conditions of a GMRA except the trivial intersection condition, must in fact have a trivial intersection. In this context, we obtain a generalization of a theorem of Bownik and Rzeszotnik.     

Flat wavelet bases adapted to the homogeneous Sobolev spaces

We present a construction of “flat wavelet bases” adapted to the homogeneous Sobolev spaces ?^s (?ⁿ ). They solve the problem of the phenomenon of infrared divergence which appears for usual wavelet expansions in ?^s (?ⁿ ): these bases remove the divergence in the case s – n /2 ? ? since they are also bases of the realization of ?^s (?ⁿ ). In the critical case s – n /2 ∈ ?, they provide a confinement of the divergence in a “small” space. (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)